+619.5%
VRT vs XLE
+54.6%
+565.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.7% |
| 7D | +9.1% | +2.2% | +6.9% | +8.0% |
| 30D | +0.9% | +11.8% | -10.8% | -4.3% |
| 3M | -13.4% | +9.8% | -23.2% | -17.5% |
| 6M | +11.7% | +15.6% | -3.9% | +1.3% |
| YTD | +73.2% | +45.3% | +28.0% | +34.7% |
| 1Y | +123.4% | +48.3% | +75.1% | +70.4% |
| All | +619.5% | +54.6% | +565.0% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling